Enhance documentation on malloc debug hooks

Issue #26564, #26516, #26563.
diff --git a/Doc/whatsnew/3.6.rst b/Doc/whatsnew/3.6.rst
index 443e46a..411332f 100644
--- a/Doc/whatsnew/3.6.rst
+++ b/Doc/whatsnew/3.6.rst
@@ -118,8 +118,10 @@
 * Detect write before the start of the buffer (buffer underflow)
 * Detect write after the end of the buffer (buffer overflow)
 * Check that the :term:`GIL <global interpreter lock>` is held when allocator
-  functions of the :c:data:`PYMEM_DOMAIN_OBJ` domain (ex:
-  :c:func:`PyObject_Malloc`) are called
+  functions of :c:data:`PYMEM_DOMAIN_OBJ` (ex: :c:func:`PyObject_Malloc`) and
+  :c:data:`PYMEM_DOMAIN_MEM` (ex: :c:func:`PyMem_Malloc`) domains are called.
+
+Checking if the GIL is hold is also a new feature of Python 3.6.
 
 See the :c:func:`PyMem_SetupDebugHooks` function for debug hooks on Python
 memory allocators.